+445.3%
MP vs IT
+55.6%
+389.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.6% | +6.0% | +2.5% |
| 7D | -2.9% | -6.0% | +3.2% | -1.5% |
| 30D | +13.8% | 0.0% | +13.8% | +13.4% |
| 3M | -16.7% | +13.1% | -29.8% | -20.5% |
| 6M | -11.5% | +11.7% | -23.2% | -16.1% |
| YTD | +7.9% | -26.1% | +34.0% | +16.3% |
| 1Y | -15.0% | -21.3% | +6.2% | -11.9% |
| 3Y | +153.5% | -46.7% | +200.3% | +190.6% |
| 5Y | +58.7% | -40.5% | +99.2% | +66.2% |
| All | +445.3% | +55.6% | +389.7% | +251.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling